gmvarkit (1.1.1)
Estimate Gaussian Mixture Vector Autoregressive Model.
http://cran.r-project.org/web/packages/gmvarkit
Unconstrained and constrained maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics, simulations, and forecasting. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) .
Maintainer:
Savi Virolainen
Author(s): Savi Virolainen [aut, cre]
License: GPL-3
Uses: Brobdingnag, mvnfast, pbapply, testthat, knitr, rmarkdown
Released 3 months ago.
5 previous versions
- gmvarkit_1.1.0. Released 5 months ago.
- gmvarkit_1.0.3. Released about 1 year ago.
- gmvarkit_1.0.2. Released over 1 year ago.
- gmvarkit_1.0.1. Released over 1 year ago.
- gmvarkit_1.0.0. Released over 1 year ago.
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